Institute of Mathematical Statistics and Actuarial Science

Preprints

  • F. Krüger and J. F. Ziegel (2018)
    Generic conditions for forecast dominance [arXiv]
  • I. Steinwart and J. F. Ziegel (2017)
    Strictly proper kernel scores and characteristic kernels on compact spaces [arXiv]
  • T. Fissler and J. F. Ziegel (2017)
    Order-Sensitivity and Equivariance of Scoring Functions [arXiv]
  • A. Patton, J. F. Ziegel, R. Chen (2017)
    Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) [arXiv]
  • J. F. Ziegel, F. Krüger, A. Jordan, F. Fasciati (2017)
    Murphy Diagrams: Forecast Evaluation of Expected Shortfall [arXiv]